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On the probability of ruin in a Markov-modulated risk model

Lu, Yi; Li, Shuanming - In: Insurance: Mathematics and Economics 37 (2005) 3, pp. 522-532

Persistent link: https://www.econbiz.de/10005374758

On ruin for the Erlang(n) risk process

Li, Shuanming; Garrido, Jose - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 391-408

Persistent link: https://www.econbiz.de/10005374762

The maximum surplus before ruin in an Erlang(n) risk process and related problems

Li, Shuanming; Dickson, David C.M. - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 529-539

Persistent link: https://www.econbiz.de/10005374803

On the expected discounted penalty functions for two classes of risk processes

Li, Shuanming; Lu, Yi - In: Insurance: Mathematics and Economics 36 (2005) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10005375147

On a class of renewal risk models with a constant dividend barrier

Li, Shuanming; Garrido, Jose - In: Insurance: Mathematics and Economics 35 (2004) 3, pp. 691-701

Persistent link: https://www.econbiz.de/10005375300

The distribution of total dividend payments in a Sparre Andersen model

Li, Shuanming; Lu, Yi - In: Statistics & Probability Letters 79 (2009) 9, pp. 1246-1251

We study the distribution of the total dividend payments in a Sparre Andersen model with phase-type inter-claim times in the presence of a constant dividend barrier. This paper shows that the distribution of the total dividend payments prior to the time of ruin is a mixture of a degenerate...

Persistent link: https://www.econbiz.de/10005023096

Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models

Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 271-284

Persistent link: https://www.econbiz.de/10005921689

On a class of discrete time renewal risk models

Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 241-260

Persistent link: https://www.econbiz.de/10005921691

The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion

Li, Shuanming; Garrido, Jose - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161-186

Persistent link: https://www.econbiz.de/10005922160

On the probability of ruin in a Markov-modulated risk model

Lu, Yi; Li, Shuanming - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 522-532

Persistent link: https://www.econbiz.de/10006874111